Wget is a venerable tool to download files from the web. However, if you are downloading a huge file or a lot of files, it can be a slow tool. This is because it does have support to download using multiple connections.
I find that Axel is a good replacement for Wget as download manager. It can use multiple connections to download in parallel, can automatically resume if you kill and restart it and it has a good progress display.
To install it:
$ sudo apt install axel
Usage is simple:
$ axel the_url_you_want
By default, it will use 10 connections to download the files.
-n option to specify the number of connections it should use.
-a option for an alternate progress bar. I like this better than the default progress bar which scroll down the terminal.
Note that if you kill Axel and restart it with the same command options, it will resume the download from where it had left off! This is a great feature when downloading huge files. You do not want to start all over again!
Tried with: Axel 2.4 and Ubuntu 14.04